+8.5%
PYPL vs FIX
+497.3%
-488.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.1% |
| 7D | +1.0% | -13.9% | +14.9% | +2.1% |
| 30D | +5.9% | -35.5% | +41.4% | +10.2% |
| 3M | -0.2% | -33.9% | +33.7% | +3.3% |
| 6M | +30.3% | -43.3% | +73.6% | +36.5% |
| YTD | +1.6% | +18.7% | -17.1% | -7.0% |
| 1Y | -10.3% | +13.8% | -24.0% | -17.5% |
| 3Y | +8.5% | +495.0% | -486.4% | -33.6% |
| All | +8.5% | +497.3% | -488.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling